1 citations · 1 across the 6 of their papers we have counts for
6 papers
GraphGrad: Efficient Estimation of Sparse Polynomial Representations for General State-Space Models
Benjamin Cox, Emilie Chouzenoux, Victor Elvira
State-space models (SSMs) are a powerful statistical tool for modelling time-varying systems via a latent state. In these models, the latent state is never directly observed. Inste…
A divergence-based condition to ensure quantile improvement in black-box global optimization
Thomas Guilmeau, Emilie Chouzenoux, Víctor Elvira
Black-box global optimization aims at minimizing an objective function whose analytical form is not known. To do so, many state-of-the-art methods rely on sampling-based strategies…
Deep State-Space Model for Predicting Cryptocurrency Price
Shalini Sharma, Angshul Majumdar, Emilie Chouzenoux +1
Our work presents two fundamental contributions. On the application side, we tackle the challenging problem of predicting day-ahead crypto-currency prices. On the methodological si…
Adaptive importance sampling for heavy-tailed distributions via -divergence minimization
Thomas Guilmeau, Nicola Branchini, Emilie Chouzenoux +1
Adaptive importance sampling (AIS) algorithms are widely used to approximate expectations with respect to complicated target probability distributions. When the target has heavy ta…
On variational inference and maximum likelihood estimation with the λ-exponential family
Thomas Guilmeau, Emilie Chouzenoux, Víctor Elvira
The λ-exponential family has recently been proposed to generalize the exponential family. While the exponential family is well-understood and widely used, this it not the case of t…
DeepVir -- Graphical Deep Matrix Factorization for "In Silico" Antiviral Repositioning: Application to COVID-19
Aanchal Mongia, Stuti Jain, Emilie Chouzenoux +1
This work formulates antiviral repositioning as a matrix completion problem where the antiviral drugs are along the rows and the viruses along the columns. The input matrix is part…